[--[65.84.65.76]--]

ITC

Itc Ltd
401.05 -1.25 (-0.31%)
L: 400 H: 404.5

Back to Option Chain


Historical option data for ITC

09 Dec 2025 04:12 PM IST
ITC 30-DEC-2025 395 CE
Delta: 0.77
Vega: 0.29
Theta: -0.17
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 10.05 -0.35 12.08 391 39 198
8 Dec 402.30 10.3 -2.4 10.21 132 4 161
5 Dec 404.95 12.5 0.7 7.58 122 -3 158
4 Dec 403.05 11.7 1.55 9.28 146 14 162
3 Dec 400.50 10.35 -0.5 11.36 324 61 150
2 Dec 400.95 10.9 -2.4 10.15 132 22 90
1 Dec 404.25 13.65 0.55 12.44 435 30 70
28 Nov 404.25 13.1 -0.6 7.83 21 1 39
27 Nov 404.30 13.6 0.9 5.45 26 1 38
26 Nov 402.30 12.75 0.85 11.15 39 21 37
25 Nov 400.80 11.65 -11.3 12.23 29 14 14
24 Nov 403.55 22.95 0 - 0 0 0
21 Nov 407.85 22.95 0 - 0 0 0
20 Nov 405.45 22.95 0 - 0 0 0
19 Nov 403.55 22.95 0 - 0 0 0
18 Nov 405.85 22.95 0 - 0 0 0
17 Nov 407.10 22.95 0 - 0 0 0
14 Nov 408.15 22.95 0 - 0 0 0
13 Nov 405.70 22.95 0 - 0 0 0
12 Nov 407.00 22.95 0 - 0 0 0
11 Nov 406.85 22.95 0 - 0 0 0
10 Nov 405.55 22.95 0 - 0 0 0
7 Nov 404.05 22.95 0 - 0 0 0
6 Nov 407.50 22.95 0 - 0 0 0
4 Nov 408.90 22.95 0 - 0 0 0
3 Nov 413.95 22.95 0 - 0 0 0
31 Oct 420.35 22.95 0 - 0 0 0
30 Oct 418.75 22.95 0 - 0 0 0
29 Oct 421.60 22.95 0 - 0 0 0
24 Oct 416.80 22.95 0 - 0 0 0
23 Oct 415.95 22.95 0 - 0 0 0
21 Oct 412.85 22.95 0 - 0 0 0
20 Oct 413.05 22.95 0 - 0 0 0
17 Oct 412.15 22.95 0 - 0 0 0
16 Oct 405.15 22.95 0 - 0 0 0
15 Oct 399.90 22.95 0 - 0 0 0
14 Oct 396.80 22.95 0 - 0 0 0
13 Oct 399.25 22.95 0 - 0 0 0


For Itc Ltd - strike price 395 expiring on 30DEC2025

Delta for 395 CE is 0.77

Historical price for 395 CE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 10.05, which was -0.35 lower than the previous day. The implied volatity was 12.08, the open interest changed by 39 which increased total open position to 198


On 8 Dec ITC was trading at 402.30. The strike last trading price was 10.3, which was -2.4 lower than the previous day. The implied volatity was 10.21, the open interest changed by 4 which increased total open position to 161


On 5 Dec ITC was trading at 404.95. The strike last trading price was 12.5, which was 0.7 higher than the previous day. The implied volatity was 7.58, the open interest changed by -3 which decreased total open position to 158


On 4 Dec ITC was trading at 403.05. The strike last trading price was 11.7, which was 1.55 higher than the previous day. The implied volatity was 9.28, the open interest changed by 14 which increased total open position to 162


On 3 Dec ITC was trading at 400.50. The strike last trading price was 10.35, which was -0.5 lower than the previous day. The implied volatity was 11.36, the open interest changed by 61 which increased total open position to 150


On 2 Dec ITC was trading at 400.95. The strike last trading price was 10.9, which was -2.4 lower than the previous day. The implied volatity was 10.15, the open interest changed by 22 which increased total open position to 90


On 1 Dec ITC was trading at 404.25. The strike last trading price was 13.65, which was 0.55 higher than the previous day. The implied volatity was 12.44, the open interest changed by 30 which increased total open position to 70


On 28 Nov ITC was trading at 404.25. The strike last trading price was 13.1, which was -0.6 lower than the previous day. The implied volatity was 7.83, the open interest changed by 1 which increased total open position to 39


On 27 Nov ITC was trading at 404.30. The strike last trading price was 13.6, which was 0.9 higher than the previous day. The implied volatity was 5.45, the open interest changed by 1 which increased total open position to 38


On 26 Nov ITC was trading at 402.30. The strike last trading price was 12.75, which was 0.85 higher than the previous day. The implied volatity was 11.15, the open interest changed by 21 which increased total open position to 37


On 25 Nov ITC was trading at 400.80. The strike last trading price was 11.65, which was -11.3 lower than the previous day. The implied volatity was 12.23, the open interest changed by 14 which increased total open position to 14


On 24 Nov ITC was trading at 403.55. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ITC was trading at 407.85. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov ITC was trading at 405.45. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ITC was trading at 403.55. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ITC was trading at 405.85. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov ITC was trading at 407.10. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ITC was trading at 408.15. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ITC was trading at 405.70. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ITC was trading at 407.00. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ITC was trading at 406.85. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov ITC was trading at 405.55. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ITC was trading at 404.05. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ITC was trading at 407.50. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ITC was trading at 408.90. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov ITC was trading at 413.95. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ITC was trading at 420.35. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct ITC was trading at 418.75. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct ITC was trading at 421.60. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ITC was trading at 416.80. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct ITC was trading at 415.95. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct ITC was trading at 412.85. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct ITC was trading at 413.05. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct ITC was trading at 412.15. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Oct ITC was trading at 405.15. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct ITC was trading at 399.90. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct ITC was trading at 396.80. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Oct ITC was trading at 399.25. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ITC 30DEC2025 395 PE
Delta: -0.26
Vega: 0.31
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 2.15 0 14.13 926 -33 956
8 Dec 402.30 2.15 0.7 14.50 579 -38 985
5 Dec 404.95 1.45 -0.6 13.38 1,091 -41 1,012
4 Dec 403.05 1.9 -1.05 13.78 670 17 1,054
3 Dec 400.50 2.8 -0.25 14.36 1,108 -27 1,035
2 Dec 400.95 2.95 0.65 15.33 1,556 -76 1,059
1 Dec 404.25 2.25 0.4 14.83 4,184 408 1,135
28 Nov 404.25 1.85 0.1 13.33 242 27 722
27 Nov 404.30 1.6 -0.65 12.85 409 59 686
26 Nov 402.30 2.3 -0.75 13.25 412 39 625
25 Nov 400.80 3.15 0.85 13.85 708 125 586
24 Nov 403.55 2.2 0.6 13.61 265 93 462
21 Nov 407.85 1.6 -0.7 13.70 198 50 370
20 Nov 405.45 2.25 -0.5 14.17 154 36 318
19 Nov 403.55 2.7 0.05 14.13 164 39 282
18 Nov 405.85 2.65 0.15 15.00 155 51 243
17 Nov 407.10 2.45 -0.25 15.33 138 66 191
14 Nov 408.15 2.5 -0.2 15.48 97 21 125
13 Nov 405.70 2.7 0.2 14.99 19 8 103
12 Nov 407.00 2.5 -0.05 14.86 51 15 100
11 Nov 406.85 2.55 -0.6 14.78 7 2 84
10 Nov 405.55 3.15 -0.35 15.47 18 8 82
7 Nov 404.05 3.55 0.8 15.24 47 27 73
6 Nov 407.50 2.75 -0.05 15.39 14 7 45
4 Nov 408.90 2.75 0.7 15.35 23 9 36
3 Nov 413.95 2.05 0.65 15.73 17 12 25
31 Oct 420.35 1.4 -9 - 13 2 2
30 Oct 418.75 10.4 0 5.48 0 0 0
29 Oct 421.60 10.4 0 5.90 0 0 0
24 Oct 416.80 10.4 0 - 0 0 0
23 Oct 415.95 10.4 0 4.92 0 0 0
21 Oct 412.85 10.4 0 - 0 0 0
20 Oct 413.05 10.4 0 - 0 0 0
17 Oct 412.15 10.4 0 - 0 0 0
16 Oct 405.15 10.4 0 3.15 0 0 0
15 Oct 399.90 10.4 0 - 0 0 0
14 Oct 396.80 10.4 0 - 0 0 0
13 Oct 399.25 10.4 0 - 0 0 0


For Itc Ltd - strike price 395 expiring on 30DEC2025

Delta for 395 PE is -0.26

Historical price for 395 PE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 14.13, the open interest changed by -33 which decreased total open position to 956


On 8 Dec ITC was trading at 402.30. The strike last trading price was 2.15, which was 0.7 higher than the previous day. The implied volatity was 14.50, the open interest changed by -38 which decreased total open position to 985


On 5 Dec ITC was trading at 404.95. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 13.38, the open interest changed by -41 which decreased total open position to 1012


On 4 Dec ITC was trading at 403.05. The strike last trading price was 1.9, which was -1.05 lower than the previous day. The implied volatity was 13.78, the open interest changed by 17 which increased total open position to 1054


On 3 Dec ITC was trading at 400.50. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was 14.36, the open interest changed by -27 which decreased total open position to 1035


On 2 Dec ITC was trading at 400.95. The strike last trading price was 2.95, which was 0.65 higher than the previous day. The implied volatity was 15.33, the open interest changed by -76 which decreased total open position to 1059


On 1 Dec ITC was trading at 404.25. The strike last trading price was 2.25, which was 0.4 higher than the previous day. The implied volatity was 14.83, the open interest changed by 408 which increased total open position to 1135


On 28 Nov ITC was trading at 404.25. The strike last trading price was 1.85, which was 0.1 higher than the previous day. The implied volatity was 13.33, the open interest changed by 27 which increased total open position to 722


On 27 Nov ITC was trading at 404.30. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 12.85, the open interest changed by 59 which increased total open position to 686


On 26 Nov ITC was trading at 402.30. The strike last trading price was 2.3, which was -0.75 lower than the previous day. The implied volatity was 13.25, the open interest changed by 39 which increased total open position to 625


On 25 Nov ITC was trading at 400.80. The strike last trading price was 3.15, which was 0.85 higher than the previous day. The implied volatity was 13.85, the open interest changed by 125 which increased total open position to 586


On 24 Nov ITC was trading at 403.55. The strike last trading price was 2.2, which was 0.6 higher than the previous day. The implied volatity was 13.61, the open interest changed by 93 which increased total open position to 462


On 21 Nov ITC was trading at 407.85. The strike last trading price was 1.6, which was -0.7 lower than the previous day. The implied volatity was 13.70, the open interest changed by 50 which increased total open position to 370


On 20 Nov ITC was trading at 405.45. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 14.17, the open interest changed by 36 which increased total open position to 318


On 19 Nov ITC was trading at 403.55. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 14.13, the open interest changed by 39 which increased total open position to 282


On 18 Nov ITC was trading at 405.85. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 15.00, the open interest changed by 51 which increased total open position to 243


On 17 Nov ITC was trading at 407.10. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 15.33, the open interest changed by 66 which increased total open position to 191


On 14 Nov ITC was trading at 408.15. The strike last trading price was 2.5, which was -0.2 lower than the previous day. The implied volatity was 15.48, the open interest changed by 21 which increased total open position to 125


On 13 Nov ITC was trading at 405.70. The strike last trading price was 2.7, which was 0.2 higher than the previous day. The implied volatity was 14.99, the open interest changed by 8 which increased total open position to 103


On 12 Nov ITC was trading at 407.00. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 14.86, the open interest changed by 15 which increased total open position to 100


On 11 Nov ITC was trading at 406.85. The strike last trading price was 2.55, which was -0.6 lower than the previous day. The implied volatity was 14.78, the open interest changed by 2 which increased total open position to 84


On 10 Nov ITC was trading at 405.55. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 15.47, the open interest changed by 8 which increased total open position to 82


On 7 Nov ITC was trading at 404.05. The strike last trading price was 3.55, which was 0.8 higher than the previous day. The implied volatity was 15.24, the open interest changed by 27 which increased total open position to 73


On 6 Nov ITC was trading at 407.50. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 15.39, the open interest changed by 7 which increased total open position to 45


On 4 Nov ITC was trading at 408.90. The strike last trading price was 2.75, which was 0.7 higher than the previous day. The implied volatity was 15.35, the open interest changed by 9 which increased total open position to 36


On 3 Nov ITC was trading at 413.95. The strike last trading price was 2.05, which was 0.65 higher than the previous day. The implied volatity was 15.73, the open interest changed by 12 which increased total open position to 25


On 31 Oct ITC was trading at 420.35. The strike last trading price was 1.4, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 30 Oct ITC was trading at 418.75. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0


On 29 Oct ITC was trading at 421.60. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 5.90, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ITC was trading at 416.80. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct ITC was trading at 415.95. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0


On 21 Oct ITC was trading at 412.85. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct ITC was trading at 413.05. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct ITC was trading at 412.15. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Oct ITC was trading at 405.15. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0


On 15 Oct ITC was trading at 399.90. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct ITC was trading at 396.80. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Oct ITC was trading at 399.25. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0